It really depends on the kind of training you're looking to do. I like Merciel's list a lot, I've read Patricia McConnell's books The Other End of the Leash and For the Love of a Dog, and they're excellent. Not training primers, but they're really good for understanding how your
behavior (tone of voice, body language, etc.) affects your dog, and what to do about that.
Bones Would Rain From the Sky is also not a training primer, but I would still highly recommend reading it. She's probably my all time favorite trainer, I went to a weekend seminar by Suzanne Clothier a few years ago, and she is absolutely amazing.
Control Unleashed does have step by step exercises, and I used many of them for Halo's foundation training. At the time Halo was young Leslie was still writing her puppy book, and it didn't come out until well past her puppyhood, so I haven't read it yet. It's supposed to be great though, some have said it's better than the original CU book, which won several awards: Leslie McDevitt: Control Unleashed®, The Book
Another book I really like is Jean Donaldson's The Culture Clash. I read it before all of the other books listed, and it was probably the most instrumental at getting me to "think like a dog", to understand training from the dog's point of view. What we think we're teaching isn't always what the dog is learning, so for me that was very valuable insight.
I also like Sheila Booth's Purely Positive Training: Companion to Competition. She gives step by step training instructions for companion dogs, and competition obedience, agility, and Schutzhund.